- Arteta, Carlos Ã., 2005b, âAre financially dollarized countries more prone to costly crises?â, Monetaria, 28(2), pp. 105-160.
Paper not yet in RePEc: Add citation now
- BaliÃo, TomÃs, Adam Bennett and Eduardo Borensztein, 1999, âMonetary Policy in Dollarized Economiesâ, IMF Occasional Paper, No. 171, Washington, DC: IMF.
Paper not yet in RePEc: Add citation now
Balke, Nathan S., 2000, âCredit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocksâ, Review of Economics and Statistics, 82(2), pp. 344-349.
Basso, Henrique S., Oscar Calvo-Gonzales and Marius Jurgilas, 2011, âFinancial dollarization: The role of foreign-owned banks and interest ratesâ, Journal of Banking & Finance, 35(4), pp. 794-806.
Bernanke, Ben, Mark Gertler and Mark Watson, 1997, âSystematic Monetary Policy and the Effects of Oil Price Shocksâ, Brookings Papers on Economic Activity, 1997(1), pp. 91142.
Cabral, RenÃ, 2010, âWhy dollarization didnât succeed: Comparing credibility and the impact of real shocks on small open economiesâ, The North American Journal of Economics and Finance, 21(3), pp. 297-313.
Calvo, Guillermo and Carmen Reinhart, 2002, âFear of Floatingâ, Quarterly Journal of Economics, 117(2), pp. 379-408.
Calza, Alessandro and JoÃo Sousa, 2006, âOutput and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?â, Studies in Nonlinear Dynamics & Econometrics, 10(2), pp. 1-19.
Carranza, Luis J., Juan M. Cayo and Josà E. GaldÃn-Sanchez, 2003, âExchange rate volatility and economic performance in Peru: a firm level analysisâ, Emerging Markets Review, 4(4), pp. 472-496.
Chang, Roberto and AndrÃs Velasco, 2000, âExchange-Rate Policy for Developing Countriesâ, The American Economic Review, 90(2), pp. 71-75.
Christiano, Lawrence J., Martin Eichenbaum and Charles L. Evans, 1999, âMonetary Policy Shocks: What Have We Learned and To What End?â in John Taylor and Michael Woodford, eds., Handbook of Macroeconomics, pp. 65-148, North Holland: Elsevier.
- De NicolÃ, Gianni, Patrick Honohan and Alain Ize, 2005, âDollarization of the banking system: Causes and consequenceâ, Journal of Banking & Finance, 29(7), pp. 1697-1727.
Paper not yet in RePEc: Add citation now
Engle, Robert F. and Clive W. J. Granger, 1987, âCo-integration and Error Correction: Representation, Estimation, and Testingâ, Econometrica, 55(2), pp. 251-276.
- European Central Bank, 2010, The International Role of the Euro, Frankfurt: ECB.
Paper not yet in RePEc: Add citation now
Feige, Edgar L., 2003, âThe Dynamics of Currency Substitution, Asset Substitution and De facto Dollarization and Euroization in Transition Countriesâ, EconWPA: Macroeconomics, No. 0305003, Madison, WI: University of Wisconsin-Madison.
Frankel, Jeffrey A., 2010, âMonetary Policy in Emerging Markets: A Surveyâ, NBER Working Paper Series, Vol. 16125, Cambridge, MA: NBER.
Galbraith, John W. and Greg Tkacz, 2000, âTesting for Asymmetry in the Link Between the Yield Spread and Output in the G7 Countriesâ, Journal of International Money and Finance, 19(5), pp. 657-672.
Gallant, Ronald A., Peter E. Rossi and George Tauchen, 1993, âNonlinear Dynamic Structuresâ, Econometrica, 61(4), pp. 871-907.
Hansen, Bruce E., 1996, âInference When a Nuisance Parameter Is Not Identified under the Null Hypothesisâ, Econometrica, 64(2), pp. 413-430.
- Hansen, Bruce E., 1997, âInference in TAR Modelsâ, Studies in Nonlinear Dynamics and Econometrics, 2(1), pp. 1-14.
Paper not yet in RePEc: Add citation now
Holmes, Mark J. and Ping Wang, 2000, âDo Monetary Shocks Exert Nonlinear Real Effects On UK Industrial Production?â, Business Cycle Volatility and Economic Growth Research Paper, No. 4, Loughborough: Loughborough University.
Ivanov, Marijana, Marina Tkalec and MaruÅka Vizek, 2011, âThe determinants of financial euroization in a post-transition country: Do threshold effects matter?â, Czech Journal of Economics and Finance, 61(3), pp. 230-251.
- Ize, Alain and Eduardo Levy Yeyati, 2003, âFinancial dollarizationâ, Journal of International Economics, 59(2), pp. 323-347.
Paper not yet in RePEc: Add citation now
- JÃÃskelÃ, Jarkko, 2007, âMore Potent Monetary Policy? Insights from a Threshold Modelâ, Reserve Bank of Australia Research Discussion Paper, No. 7, July, Sydney: Reserve Bank of Australia.
Paper not yet in RePEc: Add citation now
Johansen, SÃren, 1991, âEstimation and Hypothesis of Cointegration Vectors in Gaussian Vector Autoregressive Modelsâ, Econometrica, 59(6), pp. 1551-1581.
Johansen, SÃren, 1995, Likelihood-based Inference in Cointegrated Vector Autoregressive Models, Oxford: Oxford University Press.
Kilian, Lutz, 1998, âSmall-Sample Confidence Intervals for Impulse Response Functionsâ, Review of Economics and Statistics, 80(2), pp. 218-230.
- Kokenyne, Annamaria, Jeremy Ley and Romain Veyrune, 2010, âDedollarizationâ, IMF Working Papers, No. 10/188, Washington, DC: IMF.
Paper not yet in RePEc: Add citation now
Koop, Gary M., 1996, âParameter Uncertainty and Impulse Response Analysisâ, Journal of Econometrics, 72(1), pp. 135-149.
Koop, Gary M., Hashem Pesaran and Simon M. Potter, 1996, âImpulse Response Analysis in Nonlinear Multivariate Modelsâ, Journal of Econometrics, 74(1), pp. 119-147.
Leeper, Eric M., Christopher A. Sim and Tao Zha, 1996, âWhat Does Monetary Policy Do?â, Brookings Papers on Economic Activity, 1996(2), pp. 1-63.
- Levy Yeyati, Eduardo, 2003, âFinancial Dollarization: Where Do We Stand?â, paper presented at the conference âFinancial Dedollarization: Policy Optionsâ organized by InterAmerican Development Bank, Washington, DC, December 1-2.
Paper not yet in RePEc: Add citation now
- Levy Yeyati, Eduardo, 2006, âFinancial Dollarization: Evaluating the Consequencesâ, Economic Policy, 21(45), pp. 61-118.
Paper not yet in RePEc: Add citation now
Luca Alina and Iva Petrova, 2008, âWhat Drives Credit Dollarization in Transition Economies?â, Journal of Banking & Finance, 32(5), pp. 858-869.
MacKinnon, James G., Alfred A. Haug and Leo Michelis, 1999, âNumerical Distribution Functions of Likelihood Ratio Tests for Cointegrationâ, Journal of Applied Econometrics, 14(5), pp. 563-577.
Mishkin, Frederic S., 2000, âInflation Targeting in Emerging Market Countriesâ, American Economic Review, 90(2), pp. 105-109.
Neanidis, Kyriakos C. and Christos S. Savva, 2009, âFinancial dollarization: Short-run determinants in transition economiesâ, Journal of Banking and Finance, 33(10), pp. 18601873.
Neanidis, Kyriakos C., 2010, âFinancial Dollarization and European Union Membershipâ, International Finance, 13(2), pp. 257-282.
Ozsoz, Emre, Erick W. Rengifo and Dominick Salvatore, 2008, âDollarization as an Investment Signal in Developing Countries: The Case of Croatia, Czech Republic, Peru, Slovak Republic and Turkeyâ, Department of Economics Discussion Paper, No. 2008-16, New York, NY: Fordham University.
Piontkovsky, Ruslan, 2003, âDollarization, inflation volatility and underdeveloped financial markets in transition economiesâ, Economics Education and Research Consortium Working Paper, No. 03/02, Kiev: The Economics Education and Research Consortium.
Rajan, Raghuram G. and Ioannis Tokatlidis, 2005, âDollar Shortages and Crisesâ, International Journal of Central Banking, 1(2), pp. 177-220.
Reinhart, Carmen, Kenneth Rogoff and Miguel Savastano, 2003, âAddicted to Dollarsâ, NBER Working Paper, No. 10015, Cambridge, MA: NBER.
Rennhack, Robert K. and Masahiro Nozaki, 2006, âFinancial dollarization in Latin Americaâ, IMF Working Paper, No. 7, Washington, DC: IMF.
Rosenberg, Christoph B. and Marcel TirpÃk, 2008, âDeterminants of Foreign Currency Borrowing in the New Member States of the EUâ, IMF Working Paper, No. 08/173, Washington, DC: IMF.
Savastano, Miguel, 1996, âDollarization in Latin America: Recent evidence and some policy issuesâ, IMF Working Paper, No. 4, Washington, DC: IMF.
Stix, Helmut, 2011, âEuroization: what factors drive its persistence? Household data evidence for Croatia, Slovenia and Slovakiaâ, Applied Economics, 43(21), pp. 2689-2704.
TerÃsvirta, Timo and Heather M. Anderson, 1992, âCharacterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Modelsâ, Journal of Applied Econometrics, 7(Suppl. Dec.), pp. 119-136.
- Tong, Howell, 1978, âOn a Threshold Modelâ in Chun-Hung Chen, ed., Pattern Recognition and Signal Processing, pp. 575-586, Amsterdam: Sijthoff and Noordhoff.
Paper not yet in RePEc: Add citation now
- Tong, Howell, 1983, Threshold Models in Nonlinear Time Series Analysis, New York, NY: Springer Verlag.
Paper not yet in RePEc: Add citation now
- Tong, Howell, 1990, Non-linear Time Series: A Dynamical System Approach, Oxford: Oxford University Press.
Paper not yet in RePEc: Add citation now
Tsangarides, Charalambos, 2010, âCrisis and Recovery: Role of the Exchange Rate Regime in Emerging Market Countriesâ, IMF Working Paper, No. 10/242, Washington, DC: IMF.
- Tsay, Ruey S., 1998, âTesting and Modelling Multivariate Threshold Modelsâ, Journal of the American Statistical Association, 93(443), pp. 1188-1202.
Paper not yet in RePEc: Add citation now
Weise, Charles L., 1999, âThe Asymmetric Effects of Monetary Policy: A Nonlinear Vector Auto-regression Approachâ, Journal of Money Credit and Banking, 31(1), pp. 85108.
- Zettelmeyer, Jeromin, Piroska M. Nagy and Stephen Jeffrey, 2010, âAddressing Private Sector Currency Mismatches in Emerging Europeâ, EBRD Working Paper, No. 115, London: EBRD.
Paper not yet in RePEc: Add citation now